Returns a numerical value representing max drawdown of the strategy with StrategyIndex number.
Contents
Usage
pmms_strategy_maxiddrawdown(StrategyIndex)
Parameters
StrategyIndex - numeric variable.
Notes
- This function can only be used in signals intended to be used with the Portfolio Trader.
- The value is returned in the currency specified in Portfolio Trader: Portfolio Settings -> Base Currency.
Example
Value1 = pmms_strategy_maxiddrawdown(0);